Re: how to reverse a matrix in quantlib

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/BSM-process-tp3872p3874.html

On 07/01/2005 09:03:31 PM, Adjriou Belak wrote:
>
> does someone know how to invert (reverse) a matrix ?

There's no direct way at this time. You can use one of the provided  
matrix decompositions and work out the inverse from the results.

Later,
        Luigi

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